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Translation derived value

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Hello All,

 

 

I see that amortization on Govt. bonds is not computed in a scientific  manner even though i chose the amortization procedure  (SAC Gross ) for my position  indicator. I have detailed the behavior from an example i created in my test system. I read through help.sap links to understand the behavior of SAC but cannot relate this behavior to that calculation

 

 

FWZZ data:

 

Start date = 14.06.2012 ; End date = 13/06/2015
(Included)

 

 

Interest calc method = 360/360

Interest rate = 7.17% payable 6 months

Transaction data:

Settlement date = 04/12/2012 (Included)

Nominal value =   25,00,00,000.00

Payment Value = 245,500,000.00

 

 

Accrued interest paid at the start 14/06/2012 - 04/12/2012)
= 8,514,375.00

 

The premium / discount in this case is 4500000  to be amortized between 04/12/2012 - 13/06/2015

 

Since the interest calc method in FWZZ = 360/360; I
was expecting the amortization to be  month as every month = 30 days

 

SAP's amortization values computed when i ran TPM1
with "Mid Year valuation without reset" are

 

Update Type = V301

 

After completion of maturity date the total
amortization should be zero but in my issue Amortization is not write off
fully. And it gives me a translation discount value at the time of executing
TPM18 for last day amortization along with last dat amortization value.where we don't have foreign currency valuation.

 

 

Translation discount-   1,944.86  (Update Type DBT_E019) for Ref please see the attachment....

 

 

Thanks.

 

Krishna Reddy T


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